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COPP vs. COPA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPP vs. COPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Copper Miners ETF (COPP) and WisdomTree Copper (COPA.L). The values are adjusted to include any dividend payments, if applicable.

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COPP vs. COPA.L - Yearly Performance Comparison


2026 (YTD)20252024
COPP
Sprott Copper Miners ETF
2.61%74.02%4.18%
COPA.L
WisdomTree Copper
-2.36%36.37%4.83%

Returns By Period

In the year-to-date period, COPP achieves a 2.61% return, which is significantly higher than COPA.L's -2.36% return.


COPP

1D
9.20%
1M
-18.73%
YTD
2.61%
6M
29.46%
1Y
86.02%
3Y*
5Y*
10Y*

COPA.L

1D
1.01%
1M
-7.90%
YTD
-2.36%
6M
13.72%
1Y
7.49%
3Y*
10.31%
5Y*
6.38%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPP vs. COPA.L - Expense Ratio Comparison

COPP has a 0.65% expense ratio, which is higher than COPA.L's 0.49% expense ratio.


Return for Risk

COPP vs. COPA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COPP
COPP Risk / Return Rank: 8888
Overall Rank
COPP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
COPP Sortino Ratio Rank: 8888
Sortino Ratio Rank
COPP Omega Ratio Rank: 8585
Omega Ratio Rank
COPP Calmar Ratio Rank: 8989
Calmar Ratio Rank
COPP Martin Ratio Rank: 9090
Martin Ratio Rank

COPA.L
COPA.L Risk / Return Rank: 1919
Overall Rank
COPA.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
COPA.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
COPA.L Omega Ratio Rank: 2323
Omega Ratio Rank
COPA.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
COPA.L Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COPP vs. COPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Copper Miners ETF (COPP) and WisdomTree Copper (COPA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


COPPCOPA.LDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.21

+1.72

Sortino ratio

Return per unit of downside risk

2.39

0.49

+1.90

Omega ratio

Gain probability vs. loss probability

1.32

1.09

+0.24

Calmar ratio

Return relative to maximum drawdown

2.82

0.29

+2.53

Martin ratio

Return relative to average drawdown

10.92

0.60

+10.32

COPP vs. COPA.L - Sharpe Ratio Comparison

The current COPP Sharpe Ratio is 1.93, which is higher than the COPA.L Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of COPP and COPA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COPPCOPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

0.21

+1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.06

+0.82

Correlation

The correlation between COPP and COPA.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

COPP vs. COPA.L - Dividend Comparison

COPP's dividend yield for the trailing twelve months is around 2.31%, while COPA.L has not paid dividends to shareholders.


TTM20252024
COPP
Sprott Copper Miners ETF
2.31%2.37%2.59%
COPA.L
WisdomTree Copper
0.00%0.00%0.00%

Drawdowns

COPP vs. COPA.L - Drawdown Comparison

The maximum COPP drawdown since its inception was -44.37%, smaller than the maximum COPA.L drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for COPP and COPA.L.


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Drawdown Indicators


COPPCOPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.37%

-67.44%

+23.07%

Max Drawdown (1Y)

Largest decline over 1 year

-28.91%

-25.25%

-3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-34.64%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

Current Drawdown

Current decline from peak

-19.51%

-9.80%

-9.71%

Average Drawdown

Average peak-to-trough decline

-14.33%

-33.52%

+19.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

12.14%

-4.69%

Volatility

COPP vs. COPA.L - Volatility Comparison

Sprott Copper Miners ETF (COPP) has a higher volatility of 19.84% compared to WisdomTree Copper (COPA.L) at 6.18%. This indicates that COPP's price experiences larger fluctuations and is considered to be riskier than COPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPPCOPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.84%

6.18%

+13.66%

Volatility (6M)

Calculated over the trailing 6-month period

34.18%

18.34%

+15.84%

Volatility (1Y)

Calculated over the trailing 1-year period

44.97%

35.27%

+9.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.03%

26.16%

+13.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.03%

23.20%

+16.83%